1. Pricing credit derivatives under incomplete information: a nonlinear-filtering approach

   • Rüdiger Frey
   • Wolfgang Runggaldier

   OriginalPaper 09 July 2010 Pages: 495 - 526

2. On Kolmogorov equations for anisotropic multivariate Lévy processes

   • N. Reich
   • C. Schwab
   • C. Winter

   OriginalPaper 17 December 2009 Pages: 527 - 567

3. A global consistency result for the two-dimensional Pareto distribution in the presence of misspecified inflation

   • Peter Grandits
   • Grigory Temnov

   OriginalPaper 23 April 2010 Pages: 569 - 591

4. On optimal portfolio diversification with respect to extreme risks

   • Georg Mainik
   • Ludger Rüschendorf

   OriginalPaper 24 February 2010 Pages: 593 - 623

5. Mean square error for the Leland–Lott hedging strategy: convex pay-offs

   • Emmanuel Denis
   • Yuri Kabanov

   OriginalPaper 21 July 2010 Pages: 625 - 667